Factor Based Trading Strategies

​A Systematic Approach to Capturing Alpha

ZenInvestor Factor-Based Trading

Zen Value

Selects the most under-valued stocks that were recently upgraded by analysts.

Annual returns from 2000-2016 = 27.8%​

Fundamental + Technical

Selects stocks that have high scores on both fundamental and technical metrics.

Annual returns from 2000-2016 = 20.3​


Smart Money

Selects stocks that are being purchased by top performing institutional investors.

Annual returns from 2000-2016 is 23.2%

High Quality

Selects stocks with the best management, earnings growth and financial condition.

Annual returns from 2000-2016 = 26.4%​